Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.60% | 3.42 CHF | 3.44 CHF | 14'000 | 14'000 | 13'869 | 13'869 | 46'487 CHF | 46'765 CHF | 100.00% | 100.00% |
15.05.2024 | 0.60% | 3.39 CHF | 3.41 CHF | 14'000 | 14'000 | 13'869 | 13'869 | 46'209 CHF | 46'486 CHF | 99.93% | 99.93% |
14.05.2024 | 0.60% | 3.36 CHF | 3.38 CHF | 14'000 | 14'000 | 13'903 | 13'903 | 46'507 CHF | 46'786 CHF | 99.02% | 99.02% |
13.05.2024 | 0.61% | 3.28 CHF | 3.30 CHF | 14'000 | 14'000 | 13'868 | 13'868 | 45'756 CHF | 46'033 CHF | 99.81% | 99.81% |
10.05.2024 | 0.60% | 3.32 CHF | 3.34 CHF | 14'000 | 14'000 | 13'905 | 13'905 | 46'209 CHF | 46'487 CHF | 99.31% | 99.31% |
08.05.2024 | 0.63% | 3.20 CHF | 3.22 CHF | 14'000 | 14'000 | 13'972 | 13'972 | 44'481 CHF | 44'761 CHF | 86.55% | 99.43% |
07.05.2024 | 0.64% | 3.19 CHF | 3.21 CHF | 14'000 | 14'000 | 13'853 | 13'853 | 43'595 CHF | 43'872 CHF | 99.61% | 99.61% |
06.05.2024 | 0.64% | 3.14 CHF | 3.16 CHF | 14'000 | 14'000 | 13'848 | 13'848 | 43'729 CHF | 44'006 CHF | 98.35% | 98.35% |
03.05.2024 | 0.64% | 3.12 CHF | 3.14 CHF | 14'000 | 14'000 | 13'974 | 13'974 | 43'402 CHF | 43'682 CHF | 97.88% | 97.88% |
02.05.2024 | 0.67% | 2.95 CHF | 2.97 CHF | 15'000 | 15'000 | 14'883 | 14'883 | 44'336 CHF | 44'633 CHF | 98.45% | 98.45% |